+142.3%
VXUS vs CL
+76.2%
+66.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.5% |
| 7D | +0.8% | +0.5% | +0.2% | +0.6% |
| 30D | -1.9% | +11.6% | -13.5% | -4.8% |
| 3M | -4.4% | +5.6% | -10.0% | -6.0% |
| 6M | -2.0% | +13.2% | -15.1% | -5.8% |
| YTD | +11.1% | +26.9% | -15.8% | +3.0% |
| 1Y | +15.1% | +27.3% | -12.3% | +6.4% |
| 3Y | +70.4% | +39.7% | +30.7% | +50.0% |
| 5Y | +47.2% | +41.3% | +5.9% | +27.7% |
| 10Y | +142.3% | +76.3% | +66.0% | +93.5% |
| All | +142.3% | +76.2% | +66.1% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling